| 基于神经网络技术的商业银行信用风险评估 |
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| 引用本文： | 王春峰,万海晖,张维. 基于神经网络技术的商业银行信用风险评估[J]. 系统工程理论与实践, 1999, 19(9): 24-33. DOI: 10.12011/1000-6788(1999)9-24 |
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| 作者姓名： | 王春峰 万海晖 张维 |
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| 作者单位： | 天津大学系统工程研究所 |
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| 基金项目： | 国家自然科学基金，国家教委跨世纪优秀人才基金 |
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| 摘 要： | 研究了神经网络技术在商业银行信用风险评估中的应用．实证结果表明， 与传统统计方法（判别分析）相比， 神经网络技术具有更高的预测精度和更强的鲁棒性。
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| 关 键 词： | 神经网络 判别分析 信用风险 信用风险评估 |
Credit Risk Assessment in Commercial Banks Using Neural Networks |
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| WANG Chun|feng,WAN Hai|hui,ZHANG Wei. Credit Risk Assessment in Commercial Banks Using Neural Networks[J]. Systems Engineering —Theory & Practice, 1999, 19(9): 24-33. DOI: 10.12011/1000-6788(1999)9-24 |
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| Authors: | WANG Chun|feng WAN Hai|hui ZHANG Wei |
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| Affiliation: | Institute of Systems Engineering，Tianjin University |
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| Abstract: | In this paper, the problem of credit risk assessment in commercial banks is investigated by using the method of neural network. Empirical results show that neural network is a promising method of evaluating credit risk in commercial banks in terms of predictive accuracy, adaptability and robustness. |
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| Keywords: | neural network discriminant analysis credit risk credit risk assessment |
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